-40.7%
OKLO vs FROG
+83.7%
-124.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.9% | +4.4% |
| 7D | +2.8% | -11.3% | +14.1% | +5.7% |
| 30D | -4.0% | +3.6% | -7.6% | -4.8% |
| 3M | -36.9% | +1.7% | -38.6% | -37.4% |
| 6M | -37.1% | +123.5% | -160.7% | -46.8% |
| YTD | -42.5% | +40.2% | -82.7% | -46.8% |
| 1Y | -40.7% | +81.0% | -121.7% | -48.3% |
| All | -40.7% | +83.7% | -124.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling